You can write your own bar constructor or use the new class CustomInstrument that was added in MultiCharts 9.0: it allows accessing the data series loaded by the DataLoader with the help of IInstrument interface. The bars of such data series are tied to the bars of the main data series based on time. Sample code can be found here.

That is also possible to plot the bid/ask average using an indicator. An example using Spread-Diff indicator can be found here.

I am also not quite sure what the Close bars actually mean. Is it based on last traded data? Or is it based on the bid/ask?